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Gillian was not Shirley's first child. Before the episode, Shirley gave birth to a stillborn baby boy, a tragedy that sent her into a depression for two years. Sister Evangelina was the midwife who brought the boy into the world, and was there when Shirley gave birth to Gillian. As Shirley goes through labour, she asks the Sister if this baby will be born dead like the last one. Thankfully, Shirley's baby comes out screaming, much to her parents' joy.

Nurse Lee checks on Shirley and Gillian at home some days later, and says that she thinks they are ready to start coming to clinic instead of having home visits from now on. This pleases Shirley, who is keen to show Gillian off.

Shirley attends the clinic at the same time as Margaret Jones, who admires Gillian as they both wait to be seen. Shirley jokes that sometimes she could throttle Gillian when she screams through the night. This is overheard by Eileen Blake, a hard-faced woman who dislikes Shirley and loudly has a go at both Shirley and Margaret for "turning their noses up at her". This causes Margaret to leave the clinic.

In a later scene, Shirley is washing the outside of their windows whilst her husband, Ron, dances to a record with Gillian in his arms. He comes out and they share a joke, looking blissfully happy. However, the audience sees that they are being secretly watched by a figure with her head covered.

Later, as many mothers did at the time, Shirley leaves Gillian outside the flat to take in the fresh air. Ron returns home, and seeing the pram empty, asks Shirley where the baby is. She cheerfully replies that she's outside in the pram. In horror, Ron runs outside, followed by Shirley, who quickly realises what has happened. The couple desperately shout for their baby and frantically question people on the street if they've seen her.

Shirley is initially the prime suspect in Gillian's disappearance. Eileen Blake takes Shirley's earlier joke to Margaret out of context and spitefully reports it to the police when she hears that Gillian is missing, bringing Shirley's competence as a mother into question.

Reporters flock to the Redmonds' home, causing the bereaved parents even more anguish. When a baby sweater is found, and identified as Gillian's, Shirley is devastated, and leans on her mother for comfort. Later, when Nurse Lee comments that she can't imagine what she's going through, Shirley says "I didn't know how much my mum loved me until I was a mum. It's the kind of love that only goes one way: forward."

It is revealed that Gillian was abducted by Mary, the young girl from Episode 2 who was forced into prostitution, became pregnant and had her own baby removed for adoption without her consent. After Gillian's sweater is found and a milkman reports a theft of milk in the same area, the police and Nurse Lee track down Mary in a derelict building, holding a very dehydrated Gillian, and persuade her to give the baby up. They argue for compassion for Mary given her history and age, but it is up to the Redmonds to decide whether to pursue charges against her.

The elated Redmonds are reunited with Gillian. When Sister Julienne and Sister Evangelina come to the Redmonds' home to ask if they would speak out for Mary and give them an explanation for her behaviour, Mr. Redmond is offended and says Mary would hang if he had his way. Shirley, however is quiet. Sister Evangelina makes to leave, but says that it's only Shirley who could ever know what Mary is going through; Mary and Shirley both know what it feels like to have their child taken from them. The Sisters leave and, driven by sympathy, Shirley rushes after them a few moments later, asking what she should say to the police.